Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.600793 0.677419 0.764493 0.871725 1.001570 1.155488 1.354464
2024-10-13 0.526751 0.624713 0.744650 0.905347 1.119951 1.404343 1.823887
2024-10-20 0.471816 0.581305 0.723283 0.926869 1.222211 1.654701 2.379230
2024-10-27 0.421367 0.534551 0.688048 0.920547 1.282150 1.860592 2.953668
2024-11-03 0.397535 0.519205 0.691851 0.968716 1.433052 2.254497 4.053617
2024-11-10 0.382664 0.513763 0.708079 1.037885 1.635910 2.817077 5.902496
2024-11-17 0.359082 0.492324 0.696564 1.059155 1.760244 3.284043 7.991826
2024-11-24 0.334471 0.466358 0.674097 1.056895 1.838828 3.690584 10.433679
2024-12-01 0.305717 0.431043 0.632069 1.011997 1.818316 3.850188 12.265037
2024-12-08 0.281340 0.400520 0.594741 0.970103 1.794616 3.995654 14.354158
2024-12-15 0.270594 0.390937 0.591889 0.994044 1.927332 4.669458 20.974257
2024-12-22 0.270328 0.398382 0.619416 1.083786 2.250390 6.222152 42.419784
2024-12-29 0.261196 0.391267 0.622067 1.127475 2.489719 7.829338 89.907700
2025-01-05 0.245156 0.370810 0.597479 1.106505 2.540298 8.713169 157.039044
2025-01-12 0.231268 0.353026 0.576149 1.089558 2.600081 9.769256 324.602202
2025-01-19 0.216652 0.332859 0.548193 1.052393 2.583768 10.413756 650.190297
2025-01-26 0.210923 0.328261 0.550596 1.089993 2.840751 13.402748 15954.729414
2025-02-02 0.208115 0.328724 0.563256 1.156666 3.246845 19.044530 NaN
2025-02-09 0.200917 0.320375 0.556579 1.170945 3.458787 23.955190 NaN
2025-02-16 0.192421 0.308942 0.542165 1.161275 3.566141 28.340011 NaN
2025-02-23 0.181121 0.291446 0.513137 1.105559 3.439087 28.672208 NaN
2025-03-02 0.171040 0.275799 0.487090 1.055283 3.323337 29.038038 NaN
2025-03-09 0.167146 0.271942 0.486717 1.080275 3.593187 39.259409 NaN